Bootstrap is designed to teach basic maker skills. Building one is not inherently dangerous, but there are a few general safety items to recognize. Standard maker skills requiring working with hot and sharp tools. Thus Bootstrap does also.
Bootstrap requires soldering. Soldering irons operate around 370 degreed celsius (700 fahrenheit) and are easily capable of giving third degree burns and starting fires. Soldering also produces fumes that are irritants. Look up and review basic safety procedures for soldering before you begin this project.
3D printing components pose few risks. Just don’t ever touch the hot end of the extruder. Using a CNC machine or laser cutter to fabricate a chassis necessitates review of safety for those machines. The chassis can also be cut from wood or other materials with saws and drilled out. Make sure you know the safe operating process for the equipment you are using.
Bootstrap itself runs at 5 volts DC and can generate about an amp of current so it poses no significant risk of shock or fire while running on AA batteries. If you are using a LiPo battery make sure you don’t damage or physically abuse it, as those can catch fire when damaged. About the worst you can do with the power available on board is burn out some of the components, including the USB port of the computer you are programming it with.
The robot is small and light and thus its operation does not pose a significant risk of hurting anyone. If you step on it with bare feet it is going to hurt. If you send it off a flight of stairs it is going to break.